Feature request: get market calendar in various timezones

I think it would be nice to have the option in get_calendar() to specify a timezone you want the calendar in. Here is some code I’ve written recently to do this:

def get_eastern_market_open_close():
    ny = pytz.timezone('America/New_York')
    today_ny = datetime.datetime.now(ny)
    ndq = mcal.get_calendar('NASDAQ')
    open_days = ndq.schedule(start_date=today_ny - pd.Timedelta(str(3*365) + ' days'),
                             end_date=today_ny)
    # convert times to eastern
    for m in ['market_open', 'market_close']:
        open_days[m] = open_days[m].dt.tz_convert('America/New_York')

    return open_days

I’d be happy to implement this, I don’t see any guidelines on collaborating though. Am I good to just code it and issue a pull request?

Not sure if it’s better suited in get_calendar or .schedule

[rsheftel]

Thanks for this suggestion. In terms of collaborating I am open and welcoming to all, I just ask that you submit a PR and including tests so that we can make sure in the future any feature you add continues to work with others new PRs.

For this change, I think it makes the most sense to add the “time_zone” as a parameter in the schedule() function and do the conversation there. I think that all the internals should be kept in UTC and the conversation to any specific time zone done at the end point. This will make code maintenance easier.

[rsheftel]

This is now merged into master from #106 Thanks.